Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,430,130 CHF | 1,435,130 CHF | 97.83% | 97.83% |
06/05/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,402,870 CHF | 1,407,870 CHF | 99.19% | 99.19% |
03/05/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,356,110 CHF | 1,361,110 CHF | 99.37% | 99.37% |
02/05/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,339,910 CHF | 1,344,910 CHF | 99.50% | 99.50% |
30/04/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,354,790 CHF | 1,359,790 CHF | 85.35% | 85.35% |
29/04/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,512,480 CHF | 1,517,480 CHF | 99.51% | 99.51% |
26/04/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,492,160 CHF | 1,497,160 CHF | 99.27% | 99.27% |
25/04/2024 | 0.34% | 2.87 CHF | 2.88 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,452,020 CHF | 1,457,020 CHF | 98.42% | 98.42% |
24/04/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,478,690 CHF | 1,483,690 CHF | 97.60% | 97.60% |
23/04/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,465,100 CHF | 1,470,100 CHF | 99.55% | 99.55% |